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EDOW vs. NFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDOW vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow 30 Equal Weight ETF (EDOW) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

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EDOW vs. NFTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDOW
First Trust Dow 30 Equal Weight ETF
-1.60%15.46%13.17%15.47%-7.45%18.82%6.64%24.69%-2.04%11.90%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-11.54%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-1.51%-0.36%

Returns By Period

In the year-to-date period, EDOW achieves a -1.60% return, which is significantly higher than NFTY's -11.54% return.


EDOW

1D
-0.15%
1M
-5.36%
YTD
-1.60%
6M
1.77%
1Y
13.59%
3Y*
12.94%
5Y*
8.25%
10Y*

NFTY

1D
-0.40%
1M
-8.21%
YTD
-11.54%
6M
-8.94%
1Y
-5.66%
3Y*
8.12%
5Y*
5.79%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDOW vs. NFTY - Expense Ratio Comparison

EDOW has a 0.50% expense ratio, which is lower than NFTY's 0.80% expense ratio.


Return for Risk

EDOW vs. NFTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDOW
EDOW Risk / Return Rank: 4646
Overall Rank
EDOW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 4747
Sortino Ratio Rank
EDOW Omega Ratio Rank: 4848
Omega Ratio Rank
EDOW Calmar Ratio Rank: 4343
Calmar Ratio Rank
EDOW Martin Ratio Rank: 4949
Martin Ratio Rank

NFTY
NFTY Risk / Return Rank: 55
Overall Rank
NFTY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDOW vs. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow 30 Equal Weight ETF (EDOW) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EDOWNFTYDifference

Sharpe ratio

Return per unit of total volatility

0.87

-0.36

+1.23

Sortino ratio

Return per unit of downside risk

1.34

-0.43

+1.77

Omega ratio

Gain probability vs. loss probability

1.19

0.95

+0.24

Calmar ratio

Return relative to maximum drawdown

1.18

-0.39

+1.57

Martin ratio

Return relative to average drawdown

4.94

-1.37

+6.32

EDOW vs. NFTY - Sharpe Ratio Comparison

The current EDOW Sharpe Ratio is 0.87, which is higher than the NFTY Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of EDOW and NFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EDOWNFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

-0.36

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.33

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.27

+0.32

Correlation

The correlation between EDOW and NFTY is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EDOW vs. NFTY - Dividend Comparison

EDOW's dividend yield for the trailing twelve months is around 1.33%, less than NFTY's 2.00% yield.


TTM20252024202320222021202020192018201720162015
EDOW
First Trust Dow 30 Equal Weight ETF
1.33%1.31%1.65%1.93%1.91%1.52%1.84%1.88%1.82%0.75%0.00%0.00%
NFTY
First Trust India NIFTY 50 Equal Weight ETF
2.00%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%

Drawdowns

EDOW vs. NFTY - Drawdown Comparison

The maximum EDOW drawdown since its inception was -33.72%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for EDOW and NFTY.


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Drawdown Indicators


EDOWNFTYDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-47.67%

+13.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-16.14%

+4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-21.55%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-6.94%

-19.14%

+12.20%

Average Drawdown

Average peak-to-trough decline

-4.11%

-9.51%

+5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

4.59%

-1.89%

Volatility

EDOW vs. NFTY - Volatility Comparison

The current volatility for First Trust Dow 30 Equal Weight ETF (EDOW) is 4.18%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 7.42%. This indicates that EDOW experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDOWNFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

7.42%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

11.42%

-3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

15.79%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

17.53%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

20.72%

-2.87%